+425.8%
VRTX vs GME
+271.8%
+154.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.3% |
| 7D | -7.8% | +6.0% | -13.8% | -7.8% |
| 30D | -2.8% | +8.3% | -11.2% | -3.0% |
| 3M | +18.1% | -9.1% | +27.2% | +18.2% |
| 6M | +3.1% | -16.3% | +19.4% | +3.3% |
| YTD | +13.5% | +1.5% | +12.0% | +13.4% |
| 1Y | +32.4% | -16.3% | +48.8% | +32.6% |
| 3Y | +50.0% | +15.1% | +34.9% | +47.2% |
| 5Y | +172.9% | -57.2% | +230.0% | +168.5% |
| All | +425.8% | +271.8% | +154.1% | +341.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling